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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.81% | 98.63 % | 99.43 % | 245,000 | 250,000 | 247,465 | 250,000 | 243,659 CHF | 248,157 CHF | 99.99% | 99.99% |
| 19/11/2024 | 0.81% | 98.13 % | 98.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,729 CHF | 246,729 CHF | 99.99% | 99.99% |
| 18/11/2024 | 0.81% | 98.12 % | 98.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,902 CHF | 247,902 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.47 % | 99.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,972 CHF | 248,972 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,356 CHF | 250,356 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.61 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,659 CHF | 250,659 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.51 % | 100.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,997 CHF | 250,997 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,593 CHF | 251,593 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.42 % | 100.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,122 CHF | 250,122 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 98.97 % | 99.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,535 CHF | 249,535 CHF | 100.00% | 100.00% |
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